optimal_weight_matrix: Efficient weight matrix in GMM framework
In linogaliana/mindist: Minimum distance estimation in R
View source: R/optimal_weight_matrix.R
Description
Implementation of the GMM optimal matrix \insertCitehansen1982largemindist
in a simulated method of moments framework
Usage
1
optimal_weight_matrix(epsilon)
Arguments
epsilon
Vector of difference between sample and simulated moments
linogaliana/mindist documentation built on July 11, 2021, 4:22 a.m.
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View source: R/optimal_weight_matrix.R
Description
Implementation of the GMM optimal matrix \insertCitehansen1982largemindist in a simulated method of moments framework
Usage
1 | optimal_weight_matrix(epsilon)
|
Arguments
epsilon |
Vector of difference between sample and simulated moments |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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